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Empirical analysis of Fisher hypothesis for the period following the inflation targeting strategy in Turkey
Umit, A. Oznur - In: International journal of economic perspectives : IJEP 11 (2017) 2, pp. 97-109
Persistent link: https://www.econbiz.de/10012199225
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Testing the Fisher hypothesis in the presence of structural breaks and adaptive inflationary expectations : evidence from Nigeria
Uyaebo, Stephen O. U.; Bello, Yakubu A.; Omotosho, … - In: CBN journal of applied statistics 7 (2016) 1, pp. 333-358
Hansen Co-integration test confirmed the existence of a long-run relationship between nominal interest rates and inflation …
Persistent link: https://www.econbiz.de/10011529383
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A Kalman filter approach to Fisher effect : evidence from Nigeria
Asemota, Omorogbe J.; Bala, Dahiru A. - In: CBN journal of applied statistics 2 (2011) 1, pp. 71-91
interest rates data. For a more robust result we conducted integration and cointegration tests in order to examine time …-series properties of the variables. Using Co-integration and Kalman filter methodologies, the study did not find evidence of a full …
Persistent link: https://www.econbiz.de/10011477662
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Long run equilibrium relationships in international economics
Crowder, William Joseph - 1992
Persistent link: https://www.econbiz.de/10001437504
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A functional coefficient approach to modeling the Fisher hypothesis : worldwide evidence
Herwartz, Helmut; Reimers, Hans-Eggert - In: Macroeconomic dynamics 15 (2011) 1, pp. 93-118
Persistent link: https://www.econbiz.de/10009011950
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Fisher's effect : an empirical examination using India's time series data
Abubakar, Jamaladeen; Sivagnanam, K. Jothi - In: Journal of quantitative economics 15 (2017) 3, pp. 611-628
Persistent link: https://www.econbiz.de/10012418318
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Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
This paper revisits the Fisher hypothesis by estimating fractional integration and cointegration models that are more …
Persistent link: https://www.econbiz.de/10011654595
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Testing the Fisher hypothesis in the G-7 Countries using i(d) techniques
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2017
This paper revisits the Fisher hypothesis by estimating fractional integration and cointegration models that are more …
Persistent link: https://www.econbiz.de/10011654734
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Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson; Ventosa-Santaulària, Daniel; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10011708765
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Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International economics : a journal published by CEPII … 159 (2019), pp. 140-150
Persistent link: https://www.econbiz.de/10012318834